Martingale methods in financial modelling

Main Author: Musiela, Marek
Other Authors: Rutkowski, Marek
Language:English
Published: New York: Springer, 2005.
Edition:2nd ed..
Series:Stochastic modelling and applied probability, 36
Subjects:
LEADER 01010cam a2200265 7i4500
001 0000047444
005 20140618090000.0
008 121010s2005 gw eng
020 # 0 |a 9783540209669  
020 # 0 |a 3540209662  
090 0 0 |a HG 6024 .A3   |b M8 2005 
100 1 # |a Musiela, Marek  
245 1 0 |a Martingale methods in financial modelling   |c Marek Musiela, Marek Rutkowski. 
250 # # |a 2nd ed.. 
260 # # |a New York:   |b Springer,   |c 2005. 
300 # # |a xvi, 636 p.;   |c 24 cm.. 
490 0 0 |a Stochastic modelling and applied probability,   |x 01724568;   |v 36 
504 0 0 |a Includes bibliographical references and index 
590 # # |a Pusat Pengajian Pembangunan Sosial dan Ekonomi 
650 0 0 |a Options (Finance) --   |x Mathematical models  
650 0 0 |a Derivative securities --   |x Mathematical models  
650 0 0 |a Interest rates --   |x Mathematical models  
700 1 1 |a Rutkowski, Marek  
999 |a 1100038440  |b Book  |c Open Shelf  |e KOLEKSI TERBUKA 
999 |a 1100087116  |b Book  |c Open Shelf  |e KOLEKSI TERBUKA